FINNIFTY
Nifty Financial Services
Historical option data for FINNIFTY
24 Jan 2025 04:13 PM IST
FINNIFTY 30JAN2025 25000 CE | ||||||||||
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Delta: 0.00
Vega: 0.38
Theta: -1.01
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
24 Jan | 22513.50 | 1.25 | -0.85 | 30.71 | 11,813 | -760 | 12,278 | |||
23 Jan | 22625.85 | 1.85 | -1.05 | 28.14 | 14,798 | 47 | 13,020 | |||
22 Jan | 22650.40 | 2.9 | -0.10 | 27.26 | 11,740 | -393 | 12,973 | |||
21 Jan | 22548.90 | 3 | -2.15 | 26.75 | 13,454 | 43 | 13,326 | |||
20 Jan | 22926.70 | 5.15 | -0.25 | 23.54 | 11,733 | 3,283 | 13,289 | |||
17 Jan | 22608.20 | 5.4 | -2.30 | 23.51 | 8,691 | 1,927 | 9,986 | |||
16 Jan | 22943.75 | 7.7 | 0.40 | 20.30 | 7,270 | -208 | 8,057 | |||
15 Jan | 22680.10 | 7.3 | -2.45 | 21.99 | 6,280 | -23 | 8,224 | |||
14 Jan | 22722.15 | 9.75 | -1.25 | 21.39 | 8,781 | 690 | 8,186 | |||
13 Jan | 22400.45 | 11 | 1.30 | 24.55 | 7,728 | 32 | 7,476 | |||
10 Jan | 22730.20 | 9.7 | -6.55 | 19.28 | 12,745 | 2,462 | 7,445 | |||
9 Jan | 23026.15 | 16.25 | -7.30 | 17.87 | 5,941 | 484 | 5,003 | |||
8 Jan | 23236.05 | 23.55 | -13.25 | 17.15 | 11,533 | 757 | 4,554 | |||
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7 Jan | 23430.30 | 36.8 | -4.20 | 16.73 | 6,181 | -9 | 3,810 | |||
6 Jan | 23317.85 | 41 | -19.90 | 17.52 | 25,640 | -506 | 3,967 | |||
3 Jan | 23735.70 | 60.9 | -26.15 | 14.58 | 15,732 | 854 | 4,467 | |||
2 Jan | 24006.70 | 87.05 | 13.14 | 23,002 | 1,066 | 3,609 |
For Nifty Financial Services - strike price 25000 expiring on 30JAN2025
Delta for 25000 CE is 0.00
Historical price for 25000 CE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 1.25, which was -0.85 lower than the previous day. The implied volatity was 30.71, the open interest changed by -760 which decreased total open position to 12278
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 1.85, which was -1.05 lower than the previous day. The implied volatity was 28.14, the open interest changed by 47 which increased total open position to 13020
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 2.9, which was -0.10 lower than the previous day. The implied volatity was 27.26, the open interest changed by -393 which decreased total open position to 12973
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 3, which was -2.15 lower than the previous day. The implied volatity was 26.75, the open interest changed by 43 which increased total open position to 13326
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 5.15, which was -0.25 lower than the previous day. The implied volatity was 23.54, the open interest changed by 3283 which increased total open position to 13289
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 5.4, which was -2.30 lower than the previous day. The implied volatity was 23.51, the open interest changed by 1927 which increased total open position to 9986
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 7.7, which was 0.40 higher than the previous day. The implied volatity was 20.30, the open interest changed by -208 which decreased total open position to 8057
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 7.3, which was -2.45 lower than the previous day. The implied volatity was 21.99, the open interest changed by -23 which decreased total open position to 8224
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 9.75, which was -1.25 lower than the previous day. The implied volatity was 21.39, the open interest changed by 690 which increased total open position to 8186
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 11, which was 1.30 higher than the previous day. The implied volatity was 24.55, the open interest changed by 32 which increased total open position to 7476
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 9.7, which was -6.55 lower than the previous day. The implied volatity was 19.28, the open interest changed by 2462 which increased total open position to 7445
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 16.25, which was -7.30 lower than the previous day. The implied volatity was 17.87, the open interest changed by 484 which increased total open position to 5003
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 23.55, which was -13.25 lower than the previous day. The implied volatity was 17.15, the open interest changed by 757 which increased total open position to 4554
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 36.8, which was -4.20 lower than the previous day. The implied volatity was 16.73, the open interest changed by -9 which decreased total open position to 3810
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 41, which was -19.90 lower than the previous day. The implied volatity was 17.52, the open interest changed by -506 which decreased total open position to 3967
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 60.9, which was -26.15 lower than the previous day. The implied volatity was 14.58, the open interest changed by 854 which increased total open position to 4467
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 87.05, which was lower than the previous day. The implied volatity was 13.14, the open interest changed by 1066 which increased total open position to 3609
FINNIFTY 30JAN2025 25000 PE | |||||||
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Delta: -0.93
Vega: 4.06
Theta: -12.03
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
24 Jan | 22513.50 | 2500 | 586.45 | 54.47 | 1 | 0 | 41 |
23 Jan | 22625.85 | 1913.55 | 0.00 | 0.00 | 0 | 0 | 0 |
22 Jan | 22650.40 | 1913.55 | 0.00 | 0.00 | 0 | 0 | 0 |
21 Jan | 22548.90 | 1913.55 | 0.00 | 0.00 | 0 | 0 | 0 |
20 Jan | 22926.70 | 1913.55 | 0.00 | 0.00 | 0 | 0 | 0 |
17 Jan | 22608.20 | 1913.55 | 0.00 | 0.00 | 0 | 0 | 0 |
16 Jan | 22943.75 | 1913.55 | 0.00 | 0.00 | 0 | 0 | 0 |
15 Jan | 22680.10 | 1913.55 | 0.00 | 0.00 | 0 | 0 | 0 |
14 Jan | 22722.15 | 1913.55 | 0.00 | 0.00 | 0 | 0 | 0 |
13 Jan | 22400.45 | 1913.55 | 0.00 | 0.00 | 0 | 0 | 0 |
10 Jan | 22730.20 | 1913.55 | 0.00 | 0.00 | 0 | 0 | 0 |
9 Jan | 23026.15 | 1913.55 | 288.25 | 28.29 | 5 | 0 | 41 |
8 Jan | 23236.05 | 1625.3 | 144.30 | 13.91 | 2 | -1 | 42 |
7 Jan | 23430.30 | 1481 | 354.95 | 18.45 | 11 | 0 | 43 |
6 Jan | 23317.85 | 1126.05 | 0.00 | 0.00 | 0 | -2 | 0 |
3 Jan | 23735.70 | 1126.05 | 164.05 | 11.87 | 3 | -2 | 43 |
2 Jan | 24006.70 | 962 | 16.44 | 7 | 5 | 43 |
For Nifty Financial Services - strike price 25000 expiring on 30JAN2025
Delta for 25000 PE is -0.93
Historical price for 25000 PE is as follows
On 24 Jan FINNIFTY was trading at 22513.50. The strike last trading price was 2500, which was 586.45 higher than the previous day. The implied volatity was 54.47, the open interest changed by 0 which decreased total open position to 41
On 23 Jan FINNIFTY was trading at 22625.85. The strike last trading price was 1913.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 22 Jan FINNIFTY was trading at 22650.40. The strike last trading price was 1913.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Jan FINNIFTY was trading at 22548.90. The strike last trading price was 1913.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 20 Jan FINNIFTY was trading at 22926.70. The strike last trading price was 1913.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Jan FINNIFTY was trading at 22608.20. The strike last trading price was 1913.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 16 Jan FINNIFTY was trading at 22943.75. The strike last trading price was 1913.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 15 Jan FINNIFTY was trading at 22680.10. The strike last trading price was 1913.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Jan FINNIFTY was trading at 22722.15. The strike last trading price was 1913.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 13 Jan FINNIFTY was trading at 22400.45. The strike last trading price was 1913.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 10 Jan FINNIFTY was trading at 22730.20. The strike last trading price was 1913.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 9 Jan FINNIFTY was trading at 23026.15. The strike last trading price was 1913.55, which was 288.25 higher than the previous day. The implied volatity was 28.29, the open interest changed by 0 which decreased total open position to 41
On 8 Jan FINNIFTY was trading at 23236.05. The strike last trading price was 1625.3, which was 144.30 higher than the previous day. The implied volatity was 13.91, the open interest changed by -1 which decreased total open position to 42
On 7 Jan FINNIFTY was trading at 23430.30. The strike last trading price was 1481, which was 354.95 higher than the previous day. The implied volatity was 18.45, the open interest changed by 0 which decreased total open position to 43
On 6 Jan FINNIFTY was trading at 23317.85. The strike last trading price was 1126.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 3 Jan FINNIFTY was trading at 23735.70. The strike last trading price was 1126.05, which was 164.05 higher than the previous day. The implied volatity was 11.87, the open interest changed by -2 which decreased total open position to 43
On 2 Jan FINNIFTY was trading at 24006.70. The strike last trading price was 962, which was lower than the previous day. The implied volatity was 16.44, the open interest changed by 5 which increased total open position to 43